Parent class for 'in-stream adaptors'. in_stream object rely on adaptors for access to underlying data source. In order to support access to new data sources, new in_stream_adaptor derived classes must be implemented. More...

#include <TSAStreams.h>

Inheritance diagram for tsa::in_stream_adaptor:

Public Member Functions
	in_stream_adaptor (void)
	Constructor.

	~in_stream_adaptor (void)
	Destructor.

size_t	close_field_position (void) const
	Returns the index of the 'close' field. More...

virtual void	cmp__evaluate_bar (const date_time &) override

virtual void	cmp__finalize (void) override

void	current_value (const variant &value)
	Sets the current value. More...

bool	get_is_strategy_scheduler (void) const
	Returns true. More...

size_t	high_field_position (void) const
	Returns the index of the 'high' field. More...

bool	is_connected (void) const
	Returns true if the object state is 'connected'. More...

size_t	low_field_position (void) const
	Returns the index of the 'low' field. More...

size_t	open_field_position (void) const
	Returns the index of the 'open' field. More...

void	set_connected (bool is_connected_flag=true)
	Sets the object state to is_connected_flag. More...

void	stream_name (const std::string &stream_name)
	Sets the data source_name. More...

const std::string &	stream_name (void) const
	Returns the data source name. More...

Public Member Functions inherited from tsa::component
virtual void	cmp__post_evaluate_bar (const date_time &)

bool	is_registered_with_strategy (void) const

void	register_with_strategy (strategy *)

Virtual Members To Override
virtual void	isa__set_forward_shift (size_t)

virtual void	isa__set_position (const date_time &)=0

virtual bool	isa__field_exists (const std::string &)=0

virtual type_t	isa__field_type (size_t)=0

virtual size_t	isa__field_index (const std::string &)=0

virtual size_t	isa__field_count ()=0

virtual const std::string &	isa__field_name (size_t)=0

virtual date_time	isa__get_record_timestamp (void)=0
	This member must be overridden, and must return the current record's timestamp which may or may not correspond to the strategy's current timestamp. More...

virtual date_time	isa__begin (void)=0

virtual date_time	isa__end (void)=0

virtual size_t	isa__size (void)=0

virtual void	isa__on_open (void)=0

virtual variant	isa__get_variant (size_t idx)=0

virtual double	isa__get_double (size_t idx)=0

virtual void	isa__update_value_at_position (size_t idx)=0

virtual void	isa__get_price_bar (const date_time &date_time, instrument_price_bar &priceBar)=0
	Abstract member to be implemented by derived classes. In derived classes, this member should populate priceBar with data corresponding to the current strategy date_time. If no corresponding price data exists for the given strategy date_time, then the most recently available price data may be returned, or else an exception must be thrown. More...

virtual bool	isa__get_time_of_next_bar (date_time &nextDateTime, const date_time &currentDateTime)=0
	Abstract member which should return the timestamp of the strategy's next price bar (nextDateTime) when given the strategy's currentDateTime. The member should return true if successful. More...

virtual std::string	isa__stream_name (void) const =0
	Abstract member. In derived classes should return the data source name (e.g series_base table name). More...

virtual bool	isa__implements_scheduling (void) const =0
	Query if this object isa implements scheduling. More...

Detailed Description

Parent class for 'in-stream adaptors'. in_stream object rely on adaptors for access to underlying data source. In order to support access to new data sources, new in_stream_adaptor derived classes must be implemented.

Member Function Documentation

size_t tsa::in_stream_adaptor::close_field_position ( void ) const

Returns the index of the 'close' field.

Returns: A size_t.

void tsa::in_stream_adaptor::current_value ( const variant & value )

Sets the current value.

Parameters

value The value.

bool tsa::in_stream_adaptor::get_is_strategy_scheduler ( void ) const

inline

Returns true.

Returns: true if it succeeds, false if it fails.

size_t tsa::in_stream_adaptor::high_field_position ( void ) const

Returns the index of the 'high' field.

Returns: A size_t.

bool tsa::in_stream_adaptor::is_connected ( void ) const

Returns true if the object state is 'connected'.

Returns: true if connected, false if not.

virtual void tsa::in_stream_adaptor::isa__get_price_bar	(	const date_time &	date_time,
		instrument_price_bar &	priceBar
	)

pure virtual

Abstract member to be implemented by derived classes. In derived classes, this member should populate priceBar with data corresponding to the current strategy date_time. If no corresponding price data exists for the given strategy date_time, then the most recently available price data may be returned, or else an exception must be thrown.

Parameters

	date_time	The date time.
[in,out]	priceBar	The price bar.

Implemented in tsa::mem_table, tsa::manual_ohlcv, and tsa::random_walk_stream.

virtual date_time tsa::in_stream_adaptor::isa__get_record_timestamp ( void )

pure virtual

This member must be overridden, and must return the current record's timestamp which may or may not correspond to the strategy's current timestamp.

Returns: A date_time.

Implemented in tsa::mem_table, tsa::manual_ohlcv, and tsa::random_walk_stream.

virtual bool tsa::in_stream_adaptor::isa__get_time_of_next_bar	(	date_time &	nextDateTime,
		const date_time &	currentDateTime
	)

pure virtual

Abstract member which should return the timestamp of the strategy's next price bar (nextDateTime) when given the strategy's currentDateTime. The member should return true if successful.

This member is important when 'externally scheduling' a strategy. If the derived component is set as TIME_MASTER, then the strategy will retrieve the 'scheduling sequence' via this member.

It is important to properly handle the condition that arises when the strategy date_time reaches the timestamp of last record in the source table, at which point this member must return false.

Scheduling a strategy internal beyond this point won't be possible.

Parameters

[in,out]	nextDateTime	The next date time.
	currentDateTime	The current date time.

Returns: true if it succeeds, false if it fails.

Implemented in tsa::mem_table, tsa::manual_ohlcv, and tsa::random_walk_stream.

virtual bool tsa::in_stream_adaptor::isa__implements_scheduling ( void ) const

pure virtual

Query if this object isa implements scheduling.

Returns: true if it succeeds, false if it fails.

Implemented in tsa::mem_table, tsa::manual_ohlcv, and tsa::random_walk_stream.

virtual std::string tsa::in_stream_adaptor::isa__stream_name ( void ) const

pure virtual

Abstract member. In derived classes should return the data source name (e.g series_base table name).

Returns: A std::string.

Implemented in tsa::mem_table, tsa::manual_ohlcv, and tsa::random_walk_stream.

size_t tsa::in_stream_adaptor::low_field_position ( void ) const

Returns the index of the 'low' field.

Returns: A size_t.

size_t tsa::in_stream_adaptor::open_field_position ( void ) const

Returns the index of the 'open' field.

Returns: A size_t.

void tsa::in_stream_adaptor::set_connected ( bool is_connected_flag = true )

Sets the object state to is_connected_flag.

Parameters

is_connected_flag true if this object is connected flag.

void tsa::in_stream_adaptor::stream_name ( const std::string & stream_name )

Sets the data source_name.

Parameters

stream_name Name of the stream.

const std::string & tsa::in_stream_adaptor::stream_name ( void ) const

Returns the data source name.

Returns: A std::string&

Public Member Functions

Virtual Members To Override

Detailed Description

Member Function Documentation